更新時間: 2021年8月4日 PM 4:40:07
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/06/21 16.200% 28994.10 12.901% 12.231% +3.969% 12.231% +3.969%
30/06/21 16.070% 28827.95 12.610% 12.387% +3.683% 15.337% +0.733%
02/07/21 17.390% 28310.42 13.692% 12.829% +4.561% 15.675% +1.715%
05/07/21 17.790% 28143.50 13.049% 12.945% +4.845% 15.497% +2.293%
06/07/21 17.400% 28072.86 13.032% 13.057% +4.343% 15.524% +1.876%
07/07/21 17.980% 27960.62 12.947% 13.066% +4.914% 15.427% +2.553%
08/07/21 21.220% 27153.13 16.067% 13.758% +7.462% 16.131% +5.089%
09/07/21 19.350% 27344.54 16.402% 14.299% +5.051% 16.648% +2.702%
12/07/21 18.260% 27515.24 16.675% 15.025% +3.235% 17.123% +1.137%
13/07/21 17.170% 27963.41 17.846% 15.987% +1.183% 18.088% -0.918%
14/07/21 17.200% 27787.46 17.686% 16.935% +0.265% 19.022% -1.822%
15/07/21 16.940% 27996.27 17.731% 17.268% -0.328% 19.254% -2.314%
16/07/21 16.530% 28004.68 17.668% 17.521% -0.991% 19.392% -2.862%
19/07/21 19.110% 27489.78 18.395% 17.865% +1.245% 19.333% -0.223%
20/07/21 19.950% 27259.25 18.105% 17.917% +2.033% 19.242% +0.708%
21/07/21 19.830% 27224.58 17.972% 17.974% +1.856% 19.155% +0.675%
22/07/21 18.480% 27723.84 18.269% 18.082% +0.398% 19.122% -0.642%
23/07/21 19.980% 27321.98 18.734% 18.295% +1.685% 19.197% +0.783%
26/07/21 25.110% 26192.32 22.389% 19.094% +6.016% 19.564% +5.546%
27/07/21 33.680% 25086.43 25.774% 20.628% +13.052% 20.966% +12.714%
28/07/21 28.420% 25473.88 26.744% 22.382% +6.038% 22.566% +5.854%
29/07/21 23.950% 26315.32 29.849% 24.698% -0.748% 24.698% -0.748%
30/07/21 25.130% 25961.03 29.445% 26.840% -1.710% 33.674% -8.544%
02/08/21 23.550% 26235.80 29.834% 28.329% -4.779% 34.844% -11.294%
03/08/21 23.780% 26194.82 29.839% 29.142% -5.362% 35.605% -11.825%
04/08/21 21.810% 26426.55 30.118% 29.817% -8.007% 36.185% -14.375%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/06/21 16.990% 10757.30 13.714% 13.050% +3.940% 13.050% +3.940%
30/06/21 17.010% 10663.39 13.660% 13.344% +3.666% 16.523% +0.487%
02/07/21 18.700% 10415.58 15.538% 14.056% +4.644% 17.173% +1.527%
05/07/21 19.620% 10274.18 15.448% 14.403% +5.217% 17.242% +2.378%
06/07/21 19.210% 10269.60 15.447% 14.761% +4.449% 17.550% +1.660%
07/07/21 20.210% 10149.84 15.646% 15.148% +5.062% 17.885% +2.325%
08/07/21 24.390% 9822.56 18.676% 16.151% +8.239% 18.937% +5.453%
09/07/21 22.550% 9885.42 19.002% 16.844% +5.706% 19.611% +2.939%
12/07/21 21.040% 9945.73 19.328% 17.620% +3.420% 20.080% +0.960%
13/07/21 19.730% 10113.32 20.595% 18.649% +1.081% 21.100% -1.370%
14/07/21 19.770% 10065.07 20.354% 19.591% +0.179% 22.004% -2.234%
15/07/21 19.300% 10174.27 20.529% 19.961% -0.661% 22.257% -2.957%
16/07/21 18.980% 10152.95 20.504% 20.262% -1.282% 22.425% -3.445%
19/07/21 21.600% 9958.56 21.212% 20.639% +0.961% 22.334% -0.734%
20/07/21 22.680% 9864.57 21.102% 20.740% +1.940% 22.273% +0.407%
21/07/21 22.470% 9831.02 20.967% 20.863% +1.607% 22.234% +0.236%
22/07/21 20.750% 10006.57 21.102% 20.977% -0.227% 22.184% -1.434%
23/07/21 22.640% 9839.05 21.596% 21.196% +1.444% 22.241% +0.399%
26/07/21 29.630% 9355.24 25.706% 22.095% +7.535% 22.639% +6.991%
27/07/21 40.550% 8879.58 29.847% 23.844% +16.706% 24.235% +16.315%
28/07/21 33.910% 9071.10 31.555% 25.961% +7.949% 26.175% +7.735%
29/07/21 28.790% 9415.69 35.142% 28.769% +0.021% 28.769% +0.021%
30/07/21 31.150% 9233.22 34.662% 31.383% -0.233% 39.373% -8.223%
02/08/21 29.290% 9336.60 34.907% 33.223% -3.933% 40.863% -11.573%
03/08/21 29.030% 9320.38 34.917% 34.237% -5.207% 41.829% -12.799%
04/08/21 26.980% 9419.25 35.150% 34.956% -7.976% 42.421% -15.441%